Let's suppose I had one dimension defined as $D_1 =\{x \mid x \in \Bbb R\}$
then I will add another dimension to make $D_2 = \{(x,y)\mid x,y \in \Bbb R\}$
then I will generalize this adding one more dimension process and call it $F$ which keep add up another dimension to previous n-dimension.
Here my question is,
Could this process F be defined? or this process is an axiom that we just accept it?
What you get is that $D_n = \mathbb R^n$ which is of dimension $n$. If we look at $\mathbb R^n$ as vector space, we can use basic facts from linear algebra:
Cardinality, i.e. number of elements of basis is then called dimension. In the case of $\mathbb R^n$ it is $n$, as expected, because we can see that set $\{(1,0,\ldots,0),(0,1,\ldots,0),\ldots,(0,0,\ldots,1)\}$ is linearly independent and spans the whole space.
If you want to build $n+1$-dimensional vector space from $n$-dimensional, you can use that $\mathbb R^{n+1}\cong \mathbb R^n\times \mathbb R$.